CME Japanese Yen Future June 2010
| Trading Metrics calculated at close of trading on 11-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0693 |
1.0816 |
0.0123 |
1.2% |
1.0787 |
| High |
1.0842 |
1.0900 |
0.0058 |
0.5% |
1.0972 |
| Low |
1.0693 |
1.0801 |
0.0108 |
1.0% |
1.0693 |
| Close |
1.0808 |
1.0870 |
0.0062 |
0.6% |
1.0808 |
| Range |
0.0149 |
0.0099 |
-0.0050 |
-33.6% |
0.0279 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
109 |
666 |
557 |
511.0% |
580 |
|
| Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1154 |
1.1111 |
1.0924 |
|
| R3 |
1.1055 |
1.1012 |
1.0897 |
|
| R2 |
1.0956 |
1.0956 |
1.0888 |
|
| R1 |
1.0913 |
1.0913 |
1.0879 |
1.0935 |
| PP |
1.0857 |
1.0857 |
1.0857 |
1.0868 |
| S1 |
1.0814 |
1.0814 |
1.0861 |
1.0836 |
| S2 |
1.0758 |
1.0758 |
1.0852 |
|
| S3 |
1.0659 |
1.0715 |
1.0843 |
|
| S4 |
1.0560 |
1.0616 |
1.0816 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1661 |
1.1514 |
1.0961 |
|
| R3 |
1.1382 |
1.1235 |
1.0885 |
|
| R2 |
1.1103 |
1.1103 |
1.0859 |
|
| R1 |
1.0956 |
1.0956 |
1.0834 |
1.1030 |
| PP |
1.0824 |
1.0824 |
1.0824 |
1.0861 |
| S1 |
1.0677 |
1.0677 |
1.0782 |
1.0751 |
| S2 |
1.0545 |
1.0545 |
1.0757 |
|
| S3 |
1.0266 |
1.0398 |
1.0731 |
|
| S4 |
0.9987 |
1.0119 |
1.0655 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1321 |
|
2.618 |
1.1159 |
|
1.618 |
1.1060 |
|
1.000 |
1.0999 |
|
0.618 |
1.0961 |
|
HIGH |
1.0900 |
|
0.618 |
1.0862 |
|
0.500 |
1.0851 |
|
0.382 |
1.0839 |
|
LOW |
1.0801 |
|
0.618 |
1.0740 |
|
1.000 |
1.0702 |
|
1.618 |
1.0641 |
|
2.618 |
1.0542 |
|
4.250 |
1.0380 |
|
|
| Fisher Pivots for day following 11-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0864 |
1.0846 |
| PP |
1.0857 |
1.0821 |
| S1 |
1.0851 |
1.0797 |
|